Ocean Park Domestic ETF (DUKQ)

28.48 +0.39 (+1.41%) USD  |  NYSEARCA  |  Jan 21, 16:00
28.57 +0.09 (+0.31%) After-Hours: 20:00
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DUKQ Historical Sortino (Since Inception)

Historical Sortino (Since Inception) Chart

View Historical Sortino (Since Inception) for DUKQ.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Historical Sortino Ratio Definition

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Measures risk-adjusted return like the Sharpe Ratio but focuses only on downside volatility, isolating harmful fluctuations while ignoring upside movements.

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Historical Sortino (Since Inception) Range, Past 5 Years

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Maximum
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Median

Historical Sortino (Since Inception) Benchmarks

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GGM Macro Alignment ETF Upgrade
Frontier Asset US Large Cap Equity ETF Upgrade
Roundhill S&P 500 No Dividend Target ETF --
ProShares S&P 500 Ex-Health Care ETF Upgrade
ProShares S&P 500 Ex-Financials ETF Upgrade

Historical Sortino (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade